statsmodels / 0.9.0 / generated / statsmodels.tsa.varma_process.varmapoly.hstackarma_minus1.html /

statsmodels.tsa.varma_process.VarmaPoly.hstackarma_minus1

VarmaPoly.hstackarma_minus1() [source]

stack ar and lagpolynomial vertically in 2d array

this is the Kalman Filter representation, I think

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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.tsa.varma_process.VarmaPoly.hstackarma_minus1.html